摘要
在经典复合泊松模型的基础上,研究常利率下风险模型的红利期望现值函数所满足的积分—微分方程,通过积分变换,化为第二类Volterra方程,利用第二类Volterra方程解的表达式,得到红利期望现值函数的级数形式解.
The classical compound Possion risk model with interest force is discussed and the integro-diffential equation for the expectation of the discounted dividend payments is studied in this paper. A solution is obtained to the integro- differertial equation which is in the form of an infinite series by means of integral transform.
出处
《阜阳师范学院学报（自然科学版）》
2009年第1期5-7,共3页
Journal of Fuyang Normal University(Natural Science)
基金
安徽省高校青年教师资助计划项目(2008JQ1116)资助
关键词
复合泊松过程
常利率
积分-微分方程
红利期望现值函数
compound possion process
interest force
integro-differertial equation
the expectation of the discounted dividend payments
